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• W2070101460 abstract "We study the large and moderate deviations for intersection local times generated by, respectively, independent Brownian local times and independent local times of symmetric random walks. Our result in the Brownian case generalizes the large deviation principle achieved in Mansmann (1991) for the L 2-norm of Brownian local times, and coincides with the large deviation obtained by Csörgö, Shi and Yor (1991) for self intersection local times of Brownian bridges. Our approach relies on a Feynman-Kac type large deviation for Brownian occupation time, certain localization techniques from Donsker-Varadhan (1975) and Mansmann (1991), and some general methods developed along the line of probability in Banach space. Our treatment in the case of random walks also involves rescaling, spectral representation and invariance principle. The law of the iterated logarithm for intersection local times is given as an application of our deviation results." @default.
• W2070101460 created "2016-06-24" @default.
• W2070101460 creator A5047295988 @default.
• W2070101460 creator A5065418722 @default.
• W2070101460 date "2003-11-26" @default.
• W2070101460 modified "2023-09-25" @default.
• W2070101460 title "Large and moderate deviations for intersection local times" @default.
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• W2070101460 doi "https://doi.org/10.1007/s00440-003-0298-7" @default.
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